GOLDMAN SACHS JUST US LARGE CAP EQUITY
Free full Seasonality data:
JUST vs SPY 1 Year Daily ReturnsJUST has a beta of 0.96. In the past year, JUST has been less volatile than the S&P500.
Subscribe to unlock
JUST Historical BetaSince 2024-06-26, the beta for JUST changed by -0.01 and had an average of 0.96.
Subscribe to unlock
JUST Sharpe RatioJUST has a 1 year sharpe of 0.59 which is +0.21 compared to the S&P500.
Display:
1y
Timeframe:
1y
Subscribe to unlock
JUST Daily P/L Normal Distribution
Timeframe:
1y
Subscribe to unlock
JUST 1 Year DrawdownJUST had a max drawdown of 19.57% in the previous year.
1y
JUST Yearly Drawdown DurationJUST has an average drawdown duration of 11.12 days every year.